DZ Bank Call 130 SBS 17.12.2021/  DE000DFG6TB7  /

Frankfurt Zert./DZB
10/28/2021  1:08:25 PM Chg.+0.170 Bid10/28/2021 Ask10/28/2021 Underlying Strike price Expiration date Option type
0.780EUR +27.87% 0.780
Bid Size: 20,000
0.800
Ask Size: 20,000
STRATEC SE NA O.N. 130.00 EUR 12/17/2021 Call

Master data

WKN: DFG6TB
Issuer: DZ Bank AG
Currency: EUR
Underlying: STRATEC SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 130.00 EUR
Maturity: 12/17/2021
Issue date: 4/15/2020
Last trading day: 12/16/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 16.92
Leverage: Yes

Calculated values

Fair value: 0.43
Intrinsic value: 0.20
Implied volatility: 0.57
Historic volatility: 0.38
Parity: 0.20
Time value: 0.58
Break-even: 137.80
Moneyness: 1.02
Premium: 0.04
Premium p.a.: 0.37
Spread abs.: 0.06
Spread %: 7.69%
Delta: 0.43
Theta: -0.04
Omega: 7.24
Rho: 0.07
 

Quote data

Open: 0.610
High: 0.780
Low: 0.610
Previous Close: 0.610
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+2.63%
1 Month  
+65.96%
3 Months
  -15.22%
YTD
  -54.39%
1 Year
  -59.38%
3 Years     -
5 Years     -
1W High / 1W Low: 0.970 0.610
1M High / 1M Low: 0.970 0.260
6M High / 6M Low: 1.980 0.260
High (YTD): 1/27/2021 2.890
Low (YTD): 10/11/2021 0.260
52W High: 1/27/2021 2.890
52W Low: 10/11/2021 0.260
Avg. price 1W:   0.786
Avg. volume 1W:   140
Avg. price 1M:   0.527
Avg. volume 1M:   40.909
Avg. price 6M:   0.824
Avg. volume 6M:   10.615
Avg. price 1Y:   1.112
Avg. volume 1Y:   5.433
Volatility 1M:   294.00%
Volatility 6M:   236.45%
Volatility 1Y:   205.85%
Volatility 3Y:   -